The relationship between weight loss, appetite, the inflammatory response, and quality of life in patients with advanced gastrointestinal cancer was examined. Height, weight, and skinfold anthropometry were measured in 119 patients. Blood was taken for analysis of C-reactive protein and albumin. Appetite, performance status, and quality of life were assessed using EuroQol EQ-5D and EORTC QLQ-C30 questionnaires. Weight loss was > 5% (median 17.1%) of their preillness weight in 97 patients; the remaining 22 patients were weight stable. Anthropometric measurements and circulating albumin concentrations were significantly lower (p < 0.01) and circulating concentrations of C-reactive protein were significantly higher in the weight-losing than in the weight-stable group (p < 0.001). Appetite scores, performance status, and EuroQol EQ-5D and EORTC QLQ-C30 scores were also lower in the weight-losing group (p < 0.01). When the weight-losing cancer patients were divided on the basis of whether they had a marked inflammatory response, albumin concentrations, appetite, and Karnofsky performance status were significantly lower (p < 0.05) in the group with a marked inflammatory response. The results of the present study are consistent with weight loss, reduction of appetite, and an elevated inflammatory response being important related factors in lowering the quality of life of gastrointestinal cancer patients.